+54.4%
SGI vs HBM
+395.3%
-340.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.8% |
| 7D | +9.3% | +7.4% | +1.9% | +7.5% |
| 30D | +6.9% | +5.1% | +1.8% | +5.3% |
| 3M | +2.8% | +11.1% | -8.3% | -0.8% |
| 6M | -12.6% | +30.2% | -42.8% | -19.7% |
| YTD | -21.5% | +46.2% | -67.7% | -30.5% |
| 1Y | -18.8% | +120.0% | -138.8% | -35.3% |
| 3Y | +60.8% | +527.4% | -466.6% | -5.9% |
| All | +54.4% | +395.3% | -340.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling